On the possibility of hedging options in the presence of transaction costs (Q1364395): Difference between revisions

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+DERIVATIVE ASSET PRICING WITH TRANSACTION COSTS<sup>1</sup>
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+The Pricing of Options and Corporate Liabilities
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+A note on super-replicating strategies
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+Martingales and stochastic integrals in the theory of continuous trading
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+Q3996259
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+Q3997782
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+There is no nontrivial hedging portfolio for option pricing with transaction costs
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